Risk, Market Risk, Vice President, Hong Kong/Singapore
On-siteHong Kong, Hong Kong
Job Summary
Lead Asia Pacific Equities Market Risk in Hong Kong or Singapore, overseeing the Synthetics Products Group with particular focus on portfolio and transaction level risk analysis. Evaluate risk taking behavior, establish limit setting and risk tolerance, and regularly challenge senior Equities traders across diverse equity strategies. Conduct ongoing reviews of risk measures including VaR, Greeks, and stress tests while collaborating on the development of new metrics. Proactively identify emerging risks such as basis risks and connect macroeconomic events to potential vulnerabilities. Disseminate information to stakeholders, communicate with senior management and regulators, and ensure business plans remain within market risk appetite.
Required Qualifications
- Approximately seven to ten years' experience in market risk management or similar role
- At least four years covering Equities
- Deep experience in risk managing synthetic equity products
- Strong academic record with Bachelor's degree, equivalent or above in Finance, Mathematics or a related quantitative/analytical discipline
- Deep understanding of financial products including their risk/reward tradeoffs with a focus on Equities
- Deep understanding of market risk measures, concepts: VaR, stress testing, Greeks
- Excel
- Bloomberg
- Refinitiv Eikon
- Ability to pick up in-house systems
- Proven problem solving ability
- Control mindset
- Able to analyze and challenge risk taking activities
- Able to engage effectively with risk takers
Desired Qualifications
- Experience managing a team
- Ability to code
- Desire and ability to collaborate with people from different departments and levels of seniority
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